Option Pricing with Higher Moments Consideration
博士 === 東吳大學 === 經濟學系 === 103 === This dissertation consists of three essays, one of which examines if it is possible to find the characteristic that can be adapted to abnormal fluctuations and unpredictable cluster effects in the real world by refining the traditional covered-call strategy w...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26252998588297053620 |